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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~accessRights:"restricted"
~source:"econis"
~subject:"Bayesian inference"
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Volatility
Bayesian inference
Estimation
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Ahelegbey, Daniel Felix
1
Barra, István
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Beck, Günter W.
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Chan, Joshua
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Journal of applied econometrics
Energy economics
129
Finance research letters
123
Economic modelling
102
Applied economics
91
International review of economics & finance : IREF
91
The North American journal of economics and finance : a journal of financial economics studies
91
Journal of econometrics
88
International review of financial analysis
82
Research in international business and finance
58
Economics letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
55
Journal of banking & finance
50
Journal of international financial markets, institutions & money
50
International journal of forecasting
49
Journal of empirical finance
48
Discussion paper / Centre for Economic Policy Research
46
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic dynamics & control
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Journal of international money and finance
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Applied economics letters
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Working paper / National Bureau of Economic Research, Inc.
37
Discussion papers / CEPR
36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
35
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
35
Journal of financial econometrics
32
International journal of finance & economics : IJFE
30
Pacific-Basin finance journal
28
Quantitative finance
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Journal of macroeconomics
27
Emerging markets, finance and trade : EMFT
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Macroeconomic dynamics
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The European journal of finance
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Econometric reviews
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Global finance journal
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International journal of economics and finance
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International journal of emerging markets
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ECONIS (ZBW)
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1
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
Saved in:
2
Oil prices in the real economy
Shu, Haicheng
;
Spencer, Peter D.
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 878-897
Persistent link: https://www.econbiz.de/10014432198
Saved in:
3
Information gains from using short-dated options for measuring and forecasting volatility
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 368-391
Persistent link: https://www.econbiz.de/10013165240
Saved in:
4
Commodity prices and inflation risk
Garratt, Anthony
;
Petrella, Ivan
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 392-414
Persistent link: https://www.econbiz.de/10013165243
Saved in:
5
Common factors of commodity prices
Delle Chiaie, Simona
;
Ferrara, Laurent
;
Giannone, Domenico
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 461-476
Persistent link: https://www.econbiz.de/10013186690
Saved in:
6
Inference on self-exciting jumps in prices and volatility using high-frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 504-532
Persistent link: https://www.econbiz.de/10011694633
Saved in:
7
Joint Bayesian analysis of oarameters and states in nonlinear non‐Gaussian state space models
Barra, István
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
; …
- In:
Journal of applied econometrics
32
(
2017
)
5
,
pp. 1003-1026
Persistent link: https://www.econbiz.de/10011862307
Saved in:
8
Identifying relevant and irrelevant variables in sparse factor models
Kaufmann, Sylvia
;
Schumacher, Christian
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1123-1144
Persistent link: https://www.econbiz.de/10011862569
Saved in:
9
Combining density forecasts using focused scoring rules
Opschoor, Anne
;
Dijk, Dick van
;
Wel, Michel van der
- In:
Journal of applied econometrics
32
(
2017
)
7
,
pp. 1298-1313
Persistent link: https://www.econbiz.de/10011862725
Saved in:
10
A bounded model of time variation in trend inflation, NAIRU and the Phillips Curve
Chan, Joshua
;
Koop, Gary
;
Potter, Simon M.
- In:
Journal of applied econometrics
31
(
2016
)
3
,
pp. 551-565
Persistent link: https://www.econbiz.de/10011642631
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